Jimmy told Chelsea's Official Matchday Magazine, "We will see at the end of the season whether we have improved. I want to win something though.
"That would be the FA Cup this year, but I want to be in the Champions League as well. It's been a long time since I won something.
"If you lose a major final, it's always hurtful. Professionals don't want to lose and losing the FA Cup final to Arsenal last season was painful for everybody.
"When I won the cup with Boavista, it was a big event in Portugal, the stadium was full and we beat Benfica. It's time for another one.
"I had the feeling that I didn't have to move and that everything is going well.
"I've got a nice home, my family is settled, everything is okay. The only thing is that the club could still improve the training ground.
"But we have got something going here and I want to be part of it. I'm still here and I'm giving everything for Chelsea.
"I've had a lot of injuries this season and it's been frustrating. I've just needed to get my confidence back. With confidence, you get your game going again and I'm getting there."